eq:robustloss,eq:mindistort are difficult constrained problems, especially when \(d\)  is sophisticated—necessary for modeling realistic perturbations [1]}, [2]}, [3]}, [4]}, [5]}. Popular exisiting solvers for them rely on explicit projections onto simple sets, and they will not work when \(d\)  is a non-\(\ell _p\)  metric. Also, previous work has shown that the quality of the solution using these handcrafted methods is sensitive to key hyperparameters: e.g., step-size schedule and iteration budget [6]}, [7]}. With PyGRANSO, we can reliably solve eq:robustloss,eq:mindistort with general \(d\) 's with minimal hyperparameter tuning.
